+212.7%
VLO vs WETO
-99.4%
+312.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +1.3% |
| 7D | +5.3% | -4.3% | +9.6% | +5.3% |
| 30D | +18.2% | -39.9% | +58.1% | +17.2% |
| 3M | +53.3% | -97.9% | +151.2% | +55.2% |
| 6M | +70.4% | -95.0% | +165.5% | +69.4% |
| YTD | +143.4% | -97.2% | +240.5% | +143.9% |
| 1Y | +153.0% | -98.9% | +251.9% | +155.9% |
| All | +212.7% | -99.4% | +312.1% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WETO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling